Rough Burgers-like equations with multiplicative noise
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Publication:1939552
DOI10.1007/S00440-011-0392-1zbMATH Open1303.60055arXiv1012.1236OpenAlexW2054977159WikidataQ56894292 ScholiaQ56894292MaRDI QIDQ1939552FDOQ1939552
Authors: Hendrik Weber, Martin Hairer 
Publication date: 4 March 2013
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to the choice of the correct reference rough path, we prove unique solvability for the equation and we show that our solutions are stable under smooth approximations of the driving noise.
Full work available at URL: https://arxiv.org/abs/1012.1236
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